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Econometric theory
Davidson, James E. H.; Davidson, James E. H. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10000591834
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Davidson, James E. H. - In: Economica 62 (1995) 245, pp. 133-134
Persistent link: https://www.econbiz.de/10001346991
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A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H. - In: Economics letters 59 (1998) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
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Structural relations, cointegration and identification : some simple results and their application
Davidson, James E. H. - In: Journal of econometrics 87 (1998) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10001248305
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The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes : the asymptotically degenerate case
Davidson, James E. H. - In: Econometric theory 9 (1993) 3, pp. 402-412
Persistent link: https://www.econbiz.de/10001151127
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Identifying cointegrating regressions by the rank condition
Davidson, James E. H. - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 105-110
Persistent link: https://www.econbiz.de/10001154033
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A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
Davidson, James E. H. - In: Econometric theory 8 (1992) 3, pp. 313-329
Persistent link: https://www.econbiz.de/10001137723
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Cointegration and error correction
Davidson, James E. H. - In: Handbook of research methods and applications in …, (pp. 165-188). 2013
Persistent link: https://www.econbiz.de/10010206839
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A new consistency proof for HAC variance estimators
Davidson, James E. H. - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012500839
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Some evidence on the robustness of non-linear FIQML
Davidson, James E. H. - 1985
Persistent link: https://www.econbiz.de/10000706570